Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47855.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46460.15 Kr¶

PnL: ---------------------------------------> -428.42 Kr¶

DD now: ---------------------------------> -1.593 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 09:56:24.918393'

Anic Portfolio¶

Today¶

Return: -0.201 %¶

This Week¶

Return: -0.121 %¶

Total¶

Return: 56.665 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.250000 2782.500000 146.500000 5.560000 2636.000010
Beijer Electronics Group 26 0.670000 3114.800000 143.800000 4.840000 2971.000006
FM Mattsson Mora Group B 50 -1.610000 3050.000000 123.000000 4.200000 2927.000000
SAAB B 8 1.270000 3450.400000 73.400000 2.170000 3377.000000
Boozt 12 0.780000 1710.000000 56.000000 3.390000 1653.999996
Corem Property Group B 59 0.380000 624.810000 47.810000 8.290000 576.999999
AcadeMedia 12 -1.340000 599.040000 42.040000 7.550000 557.000004
Samhällsbyggnadsbo. i Norden B 20 0.610000 393.300000 38.300000 10.790000 355.000000
Resurs Holding 22 0.250000 610.940000 36.940000 6.440000 573.999998
MedCap 2 0.000000 456.000000 35.000000 8.310000 421.000000
Nordea Bank Abp 29 0.770000 3481.160000 27.160000 0.790000 3453.999992
HMS Networks 2 -1.580000 699.600000 26.600000 3.950000 673.000000
Securitas B 6 -0.100000 588.000000 18.000000 3.160000 570.000000
Swedbank A 3 -0.150000 580.200000 16.200000 2.870000 564.000000
OEM International B 7 0.910000 543.900000 15.900000 3.010000 527.999997
Intrum 4 -0.700000 541.600000 14.600000 2.770000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 -0.470000 504.000000 13.000000 2.650000 491.000000
Coor Service Management Hold. 8 0.150000 542.800000 10.800000 2.030000 532.000000
Norva24 Group 16 -2.430000 552.640000 9.640000 1.780000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.100000 250.560000 4.560000 1.850000 246.000000
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Handelsbanken A 5 0.180000 548.750000 2.750000 0.500000 546.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Essity B 2 0.040000 560.800000 -13.200000 -2.300000 574.000000
Midsona B 63 -1.210000 567.000000 -16.000000 -2.740000 582.999984
CTEK 13 -0.330000 515.710000 -18.290000 -3.430000 533.999999
Essity A 4 -0.530000 1124.000000 -25.000000 -2.180000 1149.000000
International Petroleum Corp. 5 -0.990000 552.500000 -42.070000 -7.080000 594.565215
Sampo Oyj SDB 7 -0.550000 3787.000000 -63.000000 -1.640000 3850.000000
Vivesto 1368 0.500000 549.940000 -63.060000 -10.290000 612.999432
Axfood 13 0.800000 3611.400000 -144.600000 -3.850000 3756.000001
Fasadgruppen Group 35 1.760000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 -1.370000 1428.300000 -235.700000 -14.160000 1663.999992
Ovzon 52 -2.000000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46460.150000 -428.420000 -1.5932% 46888.564618

Updated:¶

'2023-01-25 09:56:37.664424'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶